You knew that fuse wasn't bad, so did I. I put a new one in just for good measure.

Step 2 & 3 pics.

-Closest circled relay is the A/F Heater Relay.
-Next circled relay is the Horn Relay.
-The small circle in the back is the A/F Heater Fuse.

Step 4:
Locate o2 Sensor #1 and it's connector. Will be on the P/S of the engine bay. There is a bracket bolted the inside of the wheel well that holds the wiring for the o2 Sensor, connector is close to the bracket.

Disconnet connector. This is a little bit of PITA. Hard to get the clip to release with a finger grip. Get a very small flat head screwdriver, insert the flat end into where the actual clip mechanism is, or on the 02 Sensor side of the connector. Hold the release up with the screwdriver and disconnet connector.

Check the resistance of the o2 Sensor.

If you look at the o2Sensor connector, you'll notice that 3 of the 4 sides have notches. 1 side has 3, 1 side has 2 and the other 1 notch. Hold the connector so that it has the 3 notches on top, 2 notches to the left side and the single notch on the bottom. I might also suggest using some alligator wire clips to help mesure resistane since the space is confined a little. Clip to the pins, then attach MM to clips.

Test the resistance (ohms) between the top 2 pins. Getting an O.L Reading?

Infinite resistance, got an open in that bad boy.

Step 5:
Call parts store(s) to locate an Air/Fuel Ratio o2 Sensor (o2 Sensor #1). Advance was the only place that could get me one that day, anywhere else it was like a week order.

Have a mini-anyuerism after being told the part is $200+

Step 6:
Do this now, spray down where the o2 threads into the exhaust with something. PB Blaster, Free All, some kind of penetrating lube and let it soak.

Step 7:
Get your part, have it delivered, pick it up, tell your woman to make herself useful, whatev's

Step 8:
Need a 22mm wrench.

I'm not sure if it can be done from topside or not, I did mine from under the truck on a lift. I'll take a look to see if it would hard to get to from up top.

Remove old o2 sensor.

Step 8a:
My o2 sensor actually broke free right away. Some might not be so lucky. If it's seized in there, clean the area where you sprayed the penetrating lube and you'll have to heat up the area surrounding the o2 sensor. it'll need to be nice and hot and it should bust free then.

Step 9:
Install new 02 sensor. Tighten, reinstall connector. Clean all that shit you sprayed, off the exhaust with some brake cleaner, give it a few minutes to dry, make sure it's dry. DO NOT SET YOUR TRUCK ON FIRE.